-29.3%
AFRM vs WST
+35.1%
-64.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -3.2% |
| 7D | -7.3% | -3.1% | -4.2% | -5.6% |
| 30D | -9.6% | +9.1% | -18.7% | -13.6% |
| 3M | -11.1% | +14.7% | -25.8% | -17.5% |
| 6M | +3.9% | +28.0% | -24.1% | -9.5% |
| YTD | -8.5% | +45.6% | -54.1% | -27.1% |
| 1Y | +3.3% | +45.7% | -42.4% | -18.0% |
| 3Y | +213.7% | +21.1% | +192.6% | +117.7% |
| 5Y | -58.5% | +0.3% | -58.9% | -63.0% |
| All | -29.3% | +35.1% | -64.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling